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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
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Option pricing theory
203
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86
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The journal of derivatives : the official publication of the International Association of Financial Engineers
Journal of accountancy : publication of the American Institute of Certified Public Accountants
9,302
Modern materials handling : productivity solutions for manufacturing, warehousing & distribution ; official publication of Materials Handling & Management Society
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LAN times : McGraw-Hill's network computing publication
4,299
Business credit : publication of National Association of Credit Management
3,064
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3,008
Ergonomics : an international journal of research and practice in human factors and ergonomics ; the official publication of the Ergonomics Society and International Ergonomics Association
2,830
Journal of travel research : a quarterly publication of the Travel and Tourism Research Association
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Bulletin for international fiscal documentation : publication of the International Bureau of Fiscal Documentation ; official organ of the International Fiscal Association (IFA)
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Corporate finance : a Euromoney publication
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United Nations publication
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Iron & steel technology : a publication of the Association for Iron & Steel Technology
2,241
Review of social economy : publication of the Association for Social Economics
2,146
ILR review : a publication of the New York State School of Industrial and Labor Relations, a statutory college of the State University, Cornell University, Ithaca
1,997
The journal of portfolio management : a publication of Institutional Investor
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International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
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Social security bulletin
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Finance and development : F&D ; a quarterly publication of The International Monetary Fund
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Accounting horizons : a quarterly publication of the American Accounting Association
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Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
1,308
Demography : a publication of the Population Association of America ; the statistical study of human populations
1,295
Journal of international business studies : JIBS ; a publication of the Academy of International Business and the Western Business School
1,289
Agricultural history : a publication of the Agricultural History Society
1,219
The journal of product innovation management : an internat. publication of the Product Development & Management Association
1,115
Marketing management : a quarterly business management publication of the American Marketing Association
1,078
Journal of consumer affairs : official publication of the American Council on Consumer Interests
1,036
Journal of advertising : official publication of the American Academy of Advertising
988
Journal of marketing
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Business America : the magazine of international trade
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United Nations Publication
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The engineering economist : a journal devoted to the problems of capital investment ; a joint publication of the Engineering Economy Division of the American Society for Engineering Education and American Institute of Industrial Engineers
870
Strategy & leadership : a publication of Strategic Leadership Forum
841
The journal of product innovation management : an international publication of the Product Development & Management Association
803
Transportation science : the publication of the Transportation Science Section, Operation Research Society of America
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ECONIS (ZBW)
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OLC EcoSci
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1
Evolution of real estate derivatives and their pricing
Fabozzi, Frank J.
;
Shiller, Robert J.
;
Tunaru, Radu
- In:
The journal of derivatives : the official publication …
26
(
2019
)
3
,
pp. 7-21
Persistent link: https://www.econbiz.de/10012306146
Saved in:
2
Pricing Bermudan variance swaptions using multinomial trees
Zhao, Honglei
;
Chatterjee, Rupak
;
Lonon, Thomas
; …
- In:
The journal of derivatives : the official publication …
26
(
2019
)
3
,
pp. 22-34
Persistent link: https://www.econbiz.de/10012306151
Saved in:
3
The determinants of CoCo bond prices
Khah, Sara Abed Masror
;
Vermaelen, Theo
;
Wolff, …
- In:
The journal of derivatives : the official publication …
26
(
2019
)
3
,
pp. 35-52
Persistent link: https://www.econbiz.de/10012306156
Saved in:
4
Currency target zones as mirrored options
Lera, Sandro Claudio
;
Leiss, Matthias
;
Sornette, Didier
- In:
The journal of derivatives : the official publication …
26
(
2019
)
3
,
pp. 53-67
Persistent link: https://www.econbiz.de/10012306163
Saved in:
5
A general accurate approximation for pricing and hedging basket options with exact moment matching
Wu, Feifan
;
Diao, Xundi
;
Wu, Chongfeng
- In:
The journal of derivatives : the official publication …
26
(
2019
)
3
,
pp. 68-86
Persistent link: https://www.econbiz.de/10012306166
Saved in:
6
Volatility surface calibration to illiquid options
Nagy, László
;
Ormos, Mihály
- In:
The journal of derivatives : the official publication …
26
(
2019
)
3
,
pp. 87-96
Persistent link: https://www.econbiz.de/10012306175
Saved in:
7
A closed-form solution for the global quadratic hedging of options under geometric Gaussian random walks
Godin, Frédéric
- In:
The journal of derivatives : the official publication …
26
(
2019
)
3
,
pp. 97-107
Persistent link: https://www.econbiz.de/10012306177
Saved in:
8
Range-curtailing for options with discrete dividend payments under general diffusions
Thakoor, Deeveya
;
Bhuruth, Muddun
- In:
The journal of derivatives : the official publication …
26
(
2019
)
4
,
pp. 9-34
Persistent link: https://www.econbiz.de/10012306182
Saved in:
9
A simple accurate binomial tree for pricing options on stocks with know dollar dividends
Guo, Shuxin
;
Liu, Qiang
- In:
The journal of derivatives : the official publication …
26
(
2019
)
4
,
pp. 54-70
Persistent link: https://www.econbiz.de/10012306189
Saved in:
10
Interrelations among chross-currency basis swaps spreads: pre- and post-crisis analysis
Ibhagui, Oyakhilome
- In:
The journal of derivatives : the official publication …
26
(
2019
)
4
,
pp. 89-112
Persistent link: https://www.econbiz.de/10012306197
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